+55.5%
AR vs GRMN
+665.4%
-609.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.8% |
| 7D | +2.1% | +1.7% | +0.4% | +1.4% |
| 30D | +4.5% | +10.2% | -5.7% | 0.0% |
| 3M | +1.0% | -4.7% | +5.7% | +2.3% |
| 6M | +4.4% | +22.3% | -17.8% | -5.7% |
| YTD | +10.9% | +46.7% | -35.8% | -9.4% |
| 1Y | +8.6% | +49.6% | -41.1% | -12.3% |
| 3Y | +48.5% | +165.3% | -116.8% | -15.6% |
| 5Y | +95.7% | +130.3% | -34.6% | +18.3% |
| 10Y | +55.5% | +658.0% | -602.5% | -50.6% |
| All | +55.5% | +665.4% | -609.9% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling